+316.4%
CHTR vs RBA
+404.3%
-87.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.1% | -3.6% |
| 7D | -0.3% | -1.1% | +0.7% | 0.0% |
| 30D | -4.5% | -13.2% | +8.7% | -1.3% |
| 3M | +10.2% | -21.4% | +31.6% | +16.1% |
| 6M | -37.2% | -20.9% | -16.4% | -34.2% |
| YTD | -30.2% | -19.9% | -10.3% | -27.2% |
| 1Y | -44.8% | -28.7% | -16.1% | -40.8% |
| 3Y | -65.5% | +27.4% | -92.9% | -68.1% |
| 5Y | -81.8% | +41.7% | -123.5% | -83.9% |
| 10Y | -45.8% | +189.6% | -235.4% | -60.3% |
| All | +316.4% | +404.3% | -87.9% | +152.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling